+5,283.0%
O vs ED
+2,017.3%
+3,265.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +3.3% | -0.1% | +3.4% | +3.4% |
| 30D | +10.3% | +11.6% | -1.2% | +4.0% |
| 3M | -3.5% | +10.5% | -14.0% | -8.6% |
| 6M | -1.3% | +13.2% | -14.5% | -7.8% |
| YTD | +10.3% | +22.1% | -11.8% | -1.2% |
| 1Y | +10.4% | +24.2% | -13.8% | -2.1% |
| 3Y | +40.0% | +46.9% | -6.9% | +12.5% |
| 5Y | +12.4% | +80.8% | -68.5% | -20.0% |
| 10Y | +78.2% | +134.3% | -56.0% | +8.9% |
| All | +5,283.0% | +2,017.3% | +3,265.6% | +1,660.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling